About the "writeStringToMemory is deprecated" message, this is just a warning and doesn't prevent the connection to be established and work as expected. In any case, if you want to get rid of it, open the SFSWebSockets.jslib file provided with the C# API's DLL for WebGL, go to line 108 and change the call to writeStringToMemory with the following:

Disclaimer: we haven't tested this change with previous Unity versions, so we recommend to do it if you are using Unity 5.6+ only.

About the "ReferenceError: webSocketInstances is not defined" error, we have no clue on the reason why enabling the usage of pre-built engine causes it. This seems to be something related to Unity, asm.js and Emscripten, so we have no control over it. We recommend disabling that option for the time being.